TT Stop
A TT Stop order is triggered when the market has reached or penetrated a specified price in the market. Stop triggers are typically set worse than current market prices, which means that Buy Stops are placed above the current last traded price, while Sell Stops are placed below the last traded price.
For more information, refer to the TT Stop Order section of the Trade help.
Number | Name FIX Tag |
Type |
Required
|
Updatable
|
FieldLocation | Description |
(constructor variable) | Instrument | TRUE | FALSE | OrderProfile | Instrument for native child order | |
1 | OrderQty |
Quantity | TRUE | TRUE | OrderProfile | Order quantity for native child order |
5 | OrderSide |
TRUE | FALSE | OrderProfile | Side for native child order | |
3 | Account |
Account | TRUE | FALSE | OrderProfile | Account for native child order |
19 | OrderType |
TRUE | FALSE | OrderProfile | Order Type for native child order. | |
4 | ChildTIF |
TRUE | FALSE | UserParameters | Time in force for native child order | |
34 | LimitPrice |
Price | FALSE | TRUE | OrderProfile | Limit price to be used for native child order |
22 | LimitPriceType |
tt_net_sdk.tt_stop.LimitPriceType | FALSE | TRUE | UserParameters | If provided, overrides LimitPrice and sets the native child order price to be LimitPriceType+Payup for buys and LimitPriceType-Payup for sells. (This would be the same as setting Number 20 to "Payup".) |
21 | Payup |
Int_t | FALSE | TRUE | UserParameters | |
25 | WithATickType |
tt_net_sdk.tt_stop.WithATickType | FALSE | FALSE | UserParameters | If provided, sets the threshold for the With A Tick behavior that reprices the child order one tick toward the market when available quantity at the opposite inside market is at or below the specified quantity threshold. |
24 | WithATick |
Int_t | FALSE | TRUE | UserParameters | |
2 | TriggerType |
Price | FALSE | TRUE | OrderProfile | Sets the parameters of the primary trigger. If IsTrlTrg=TRUE, the trigger will trail instead of being static so TriggerPrice will be ignored. |
6 | TriggerPriceType |
FALSE | FALSE | UserParameters | ||
17 | IsTrlTrg |
Boolean_t | FALSE | FALSE | UserParameters | |
18 | TriggerTicksAway |
Int_t | FALSE | TRUE | UserParameters | |
11 | NoImplies | Boolean_t | FALSE | FALSE | UserParameters | If enabled, implied prices will be excluded in triggering logic. |
8 | TriggerQtyType |
FALSE | FALSE | UserParameters | If provided, sets a quantity trigger in addition to the primary price trigger. | |
9 | TriggerQtyCompare |
FALSE | FALSE | UserParameters | ||
10 | TriggerQty |
Qty_t | FALSE | TRUE | UserParameters | |
7 | TriggerLTPReset |
Boolean_t | FALSE | FALSE | UserParameters | |
12 | SecondConditionIsOn |
Boolean_t | FALSE | FALSE | UserParameters | If provided, sets a secondary quantity trigger. |
13 | SecondTriggerPriceType |
FALSE | FALSE | UserParameters | ||
14 | SecondTriggerQtyType |
FALSE | FALSE | UserParameters | ||
15 |
SecondTriggerQtyCompare |
FALSE | FALSE | UserParameters | ||
16 | SecondTriggerQty |
Qty_t | FALSE | TRUE | UserParameters | |
27 | WaitingOption |
tt_net_sdk.tt_stop.WaitingOption | TRUE | FALSE | UserParameters | Dictates when to start the parent synthetic order. |
28 | STime |
UTCTimestamp_t | FALSE | TRUE | UserParameters | If WaitingOption is set to Time, this parameter defines the start date/time. |
29 | ParentTIF |
tt_net_sdk.tt_stop.ParentTIF | TRUE | FALSE | UserParameters | Time in force for parent synthetic order |
30 | ETime |
UTCTimestamp_t | FALSE | TRUE | UserParameters | If ParentTIF is set to Time, ETime defines the end date/time and ETimeAct defines the end time action. If the ETimeAction is set to GoToMarket and ETAGoToMktTicksEnabled is set to True, then ETAGoToMktTicks defines the number of ticks through the market that a limit order will be submitted through market. |
31 | ETimeAct |
tt_net_sdk.tt_stop.ETimeAct | FALSE | FALSE | UserParameters | |
32 | ETAGoToMktTicksEnabled | Boolean_t | FALSE | TRUE | UserParameters | |
33 | ETAGoToMktTicks |
Int_t | FALSE | TRUE | UserParameters | |
26 | AutoResubExpiredGTD |
Boolean_t | FALSE | FALSE | UserParameters | If set to True and ChildTIF is set to GTD, the child order will be resubmitted when the market reopens if the current session closes and there is still unfilled quantity. |